arima_model: ARIMA Model

In rjd3toolkit: Utility Functions Around 'JDemetra+ 3.0'

ARIMA Model

Description

ARIMA Model

Usage

arima_model(name = "arima", ar = 1, delta = 1, ma = 1, variance = 1)

Arguments

name	Name of the model.
ar	coefficients of the regular auto-regressive polynomial (1 + ar(1)B + ar(2)B + ...). True signs.
delta	non stationary auto-regressive polynomial.
ma	coefficients of the regular moving average polynomial (1 + ma(1)B + ma(2)B + ...). True signs.
variance	variance.

Value

a "JD3_ARIMA" model.

Examples

model <- arima_model("trend", ar = c(1, -.8), delta = c(1, -1), ma = c(1, -.5), var = 100)

rjd3toolkit documentation built on Jan. 14, 2026, 1:06 a.m.